0.05Open0.10Pre Close16 Volume459 Open Interest10.00Strike Price97.00Turnover107.55%IV27.30%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1165Delta0.1381Gamma105.27Leverage Ratio-0.0137Theta0.0002Rho12.26Eff Leverage0.0026Vega